+197.3%
JBL vs VYM
+65.1%
+132.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.7% | +4.4% | +4.0% |
| 7D | +2.4% | -0.8% | +3.2% | +3.7% |
| 30D | -13.1% | -2.2% | -10.9% | -10.0% |
| 3M | -15.6% | +3.1% | -18.7% | -19.5% |
| 6M | +24.6% | +9.7% | +14.9% | +8.8% |
| YTD | +39.6% | +14.9% | +24.7% | +14.4% |
| 1Y | +48.6% | +17.6% | +31.0% | +18.2% |
| 3Y | +197.3% | +65.3% | +132.0% | +62.4% |
| All | +197.3% | +65.1% | +132.2% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VYM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling